Photoshop does have scroll wheel zoom. it may not be the default (i can't remember), but it's certainly an option. It may well be an option for everything else you've listed...except Web Browsers, and PDN.
edit: spelling.
PDN getting a little love from Reddit (and some minor berating, as expected from a mixed community.)
http://www.reddit.com/r/geek/comments/e9jah/one_thing_i_love_about_paintnet_pic/